Core types and data structures for tzutrader.

This module defines the fundamental types used throughout the library:

Position: Trading position enum (Stay, Buy, Sell)
OHLCV: Open-High-Low-Close-Volume data structure
Signal: Trading signal representation
StrategyConfig: Strategy configuration
TzuTraderError: Base exception type

Types

DataError = object of TzuTraderError: Error related to data fetching or processing
OHLCV = object timestamp*: int64 ## Unix timestamp open*: float64 ## Opening price high*: float64 ## Highest price low*: float64 ## Lowest price close*: float64 ## Closing price volume*: float64 ## Trading volume: Open-High-Low-Close-Volume bar data
PortfolioError = object of TzuTraderError: Error related to portfolio operations
Position = enum Stay, ## Hold current position Buy, ## Enter or increase long position Sell ## Exit or decrease long position: Trading position action
Signal = object position*: Position ## Position action (Stay, Buy, Sell) symbol*: string ## Symbol to trade timestamp*: int64 ## Signal generation time (Unix timestamp) price*: float64 ## Price at signal generation reason*: string ## Human-readable reason for signal: Trading signal generated by a strategy
StrategyConfig = object name*: string ## Strategy name params*: Table[string, float64] ## Parameter key-value pairs: Strategy configuration parameters
StrategyError = object of TzuTraderError: Error related to strategy execution
Transaction = object timestamp*: int64 ## Transaction time (Unix timestamp) symbol*: string ## Symbol traded action*: Position ## Buy or Sell action quantity*: float64 ## Number of shares/units price*: float64 ## Execution price commission*: float64 ## Trading commission/fees: Record of an executed trade
TzuTraderError = object of CatchableError: Base exception type for tzutrader errors

Procs

proc `$`(ohlcv: OHLCV): string {....raises: [], tags: [], forbids: [].}: String representation of OHLCV data
proc `$`(signal: Signal): string {....raises: [], tags: [], forbids: [].}: String representation of Signal
proc `$`(tx: Transaction): string {....raises: [], tags: [], forbids: [].}: String representation of Transaction
proc change(ohlcv: OHLCV): float64 {....raises: [], tags: [], forbids: [].}: Calculate price change: close - open
proc changePercent(ohlcv: OHLCV): float64 {....raises: [], tags: [], forbids: [].}: Calculate percentage change: (close - open) / open * 100
proc fromJson(node: JsonNode; T: typedesc[OHLCV]): OHLCV: Parse OHLCV from JSON
proc fromJson(node: JsonNode; T: typedesc[Signal]): Signal: Parse Signal from JSON
proc isValid(ohlcv: OHLCV): bool {....raises: [], tags: [], forbids: [].}: Check if OHLCV data is valid Returns false if any price is NaN, negative, or high/low violate constraints
proc newSignal(position: Position; symbol: string; price: float64; reason: string = ""): Signal {....raises: [], tags: [TimeEffect], forbids: [].}: Create a new trading signal with current timestamp
proc newStrategyConfig(name: string; params: Table[string, float64] = initTable[ string, float64]()): StrategyConfig {....raises: [], tags: [], forbids: [].}: Create a new strategy configuration
proc newTransaction(symbol: string; action: Position; quantity, price, commission: float64): Transaction {. ...raises: [], tags: [TimeEffect], forbids: [].}: Create a new transaction record with current timestamp
proc toJson(config: StrategyConfig): JsonNode {....raises: [], tags: [], forbids: [].}: Convert StrategyConfig to JSON
proc toJson(ohlcv: OHLCV): JsonNode {....raises: [], tags: [], forbids: [].}: Convert OHLCV to JSON
proc toJson(signal: Signal): JsonNode {....raises: [], tags: [], forbids: [].}: Convert Signal to JSON
proc toJson(tx: Transaction): JsonNode {....raises: [], tags: [], forbids: [].}: Convert Transaction to JSON
proc trueRange(curr, prev: OHLCV): float64 {....raises: [], tags: [], forbids: [].}: Calculate true range for ATR calculation TR = max(high - low, |high - prevClose|, |low - prevClose|)
proc typicalPrice(ohlcv: OHLCV): float64 {....raises: [], tags: [], forbids: [].}: Calculate typical price: (High + Low + Close) / 3

src/tzutrader/core

Types

Procs